Simon Walther

Karlsruhe Institute of Technology

Bluecherstrasse 17

Karlsruhe, Baden W├╝rttemberg 76131

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

263

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Option-Implied Information: What's the Vol Surface Got to Do With It?

Number of pages: 32 Posted: 11 Jun 2018 Last Revised: 25 Jan 2019
Maxim Ulrich and Simon Walther
Karlsruhe Institute of Technology and Karlsruhe Institute of Technology
Downloads 176 (171,473)

Abstract:

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option-implied, risk-neutral variance, risk-neutral density, tail risk, option standardization, interpolation, performance measurement

2.

Forward-looking P

Number of pages: 37 Posted: 17 Aug 2019
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, ETH Zurich and Karlsruhe Institute of Technology
Downloads 87 (292,222)

Abstract:

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physical density, density prediction, neural network, option-implied, forward-looking, return forecast, variance forecast, machine learning